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Economics / Volatility / VIX / Variance swap / Stochastic volatility / Valuation of options / Autoregressive conditional heteroskedasticity / Implied volatility / Heston model / Mathematical finance / Finance / Financial economics


Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros
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Document Date: 2014-09-13 10:12:51


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File Size: 1,32 MB

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Madrid / Durham / /

Company

VIX / Chicago Board Options Exchange / /

Continent

Europe / /

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United States / Spain / /

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Facility

Duke University / University of Chicago Booth School / Financieros Dacheng Xiu University of Chicago Booth School / Finance The University of Chicago / University of Chicago / /

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mainstream finance literature / /

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